curious with c++ interact with webcite

I just read about download some file from webcite
to generate with c++ function

I never heard about this

example

something = function(www.download.yahoostock.com)

I want to know more about this(program interact with web-cite)

where do i should begin with?
Are you talking about libcurl?
Im not sure but, u mean somethig like this?

ShellExecute( NULL, "open", "http://cplusplus.com", NULL, NULL, SW_SHOW );
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